{"created":"2023-06-20T15:03:20.400860+00:00","id":1404,"links":{},"metadata":{"_buckets":{"deposit":"4b8659ab-e7a0-451a-8688-f9661936405b"},"_deposit":{"created_by":16,"id":"1404","owners":[16],"pid":{"revision_id":0,"type":"depid","value":"1404"},"status":"published"},"_oai":{"id":"oai:grips.repo.nii.ac.jp:00001404","sets":["82:83"]},"author_link":[],"item_10005_biblio_info_20":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"128","bibliographicPageStart":"119"}]},"item_10005_date_7":{"attribute_name":"発表年月日","attribute_value_mlt":[{"subitem_date_issued_datetime":"2015-12-02","subitem_date_issued_type":"Issued"}]},"item_10005_description_19":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"The workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.","subitem_description_type":"Other"},{"subitem_description":"本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。","subitem_description_type":"Other"}]},"item_10005_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In the study, we propose a nonparametric efficiency measurement approach for the forecasting model selection problem. Three autoregressive models and three fuzzy time series approaches are employed for the calibration of data structure to depict the trend. The directional distance function and portfolio theory are further used to evaluate the performance of BDI predictions. A directional distance function is defined that looks for possible increases in accuracy and skewness, and decreases in variance obtained by cross efficiencies of those forecasting models. We also establish a link to proper indirect accuracy- variance -skewness (AVS) utility function for various users in various utilities. An empirical section on a set of forecasting Baltic Dry Index (BDI) forecasting models serves as an illustration.","subitem_description_type":"Abstract"}]},"item_10005_description_6":{"attribute_name":"会議概要","attribute_value_mlt":[{"subitem_description":"Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)","subitem_description_type":"Other"}]},"item_10005_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24545/00001401","subitem_identifier_reg_type":"JaLC"}]},"item_10005_publisher_8":{"attribute_name":"公開者","attribute_value_mlt":[{"subitem_publisher":"出版社不明"}]},"item_10005_relation_11":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"http://www.grips.ac.jp/jp/oldseminars/20151105-3601/"}],"subitem_relation_type":"isDerivedFrom","subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.grips.ac.jp/jp/oldseminars/20151105-3601/","subitem_relation_type_select":"URI"}}]},"item_10005_version_type_14":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"YU, Ming-Miin","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"BULUT, Emrah","creatorNameLang":"en"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"119-128_Yu,Bulut.pdf","filesize":[{"value":"128.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"119-128_Yu,Bulut.pdf","url":"https://grips.repo.nii.ac.jp/record/1404/files/119-128_Yu,Bulut.pdf"},"version_id":"4f339b05-8db5-458d-8a13-32e91c2e6287"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Baltic dry index","subitem_subject_scheme":"Other"},{"subitem_subject":"portfolio theory","subitem_subject_scheme":"Other"},{"subitem_subject":"cross efficiency","subitem_subject_scheme":"Other"},{"subitem_subject":"the directional distance function","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"conference paper","resourceuri":"http://purl.org/coar/resource_type/c_5794"}]},"item_title":"Prediction and performance evaluation of BDI forecasting models : Cross efficiency, the directional distance function and the AVS utility function","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Prediction and performance evaluation of BDI forecasting models : Cross efficiency, the directional distance function and the AVS utility function","subitem_title_language":"en"}]},"item_type_id":"10005","owner":"16","path":["83"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2016-06-06"},"publish_date":"2016-06-06","publish_status":"0","recid":"1404","relation_version_is_last":true,"title":["Prediction and performance evaluation of BDI forecasting models : Cross efficiency, the directional distance function and the AVS utility function"],"weko_creator_id":"16","weko_shared_id":-1},"updated":"2023-12-15T08:25:07.261756+00:00"}